Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-03 0.551479 0.621937 0.702749 0.803416 0.927077 1.076245 1.273341
2025-08-10 0.454587 0.536756 0.638007 0.775022 0.960738 1.212098 1.594498
2025-08-17 0.385460 0.468918 0.576775 0.731353 0.956479 1.289676 1.860360
2025-08-24 0.344670 0.429681 0.543991 0.716124 0.983495 1.414071 2.245793
2025-08-31 0.330215 0.422524 0.552085 0.758255 1.103405 1.720000 3.118695
2025-09-07 0.306101 0.398606 0.532303 0.753475 1.144565 1.901382 3.866718
2025-09-14 0.283843 0.374787 0.509337 0.739078 1.164423 2.047330 4.653650
2025-09-21 0.267027 0.357211 0.493630 0.733796 1.199184 2.237872 5.777355
2025-09-28 0.250194 0.338084 0.473352 0.717332 1.207928 2.371935 6.894636
2025-10-05 0.247157 0.339627 0.486130 0.761557 1.352697 2.923551 10.946981
2025-10-12 0.249047 0.348864 0.512418 0.835483 1.587438 3.913957 22.611078
2025-10-19 0.236799 0.334350 0.496451 0.823459 1.612279 4.233740 31.636590
2025-10-26 0.226627 0.323322 0.486994 0.826576 1.686723 4.854540 57.587937
2025-11-02 0.212555 0.304890 0.462701 0.795045 1.659473 5.034618 83.408390
2025-11-09 0.197789 0.284452 0.433262 0.748940 1.580823 4.926303 99.393339
2025-11-16 0.188274 0.272350 0.418239 0.732836 1.586972 5.268709 188.268794
2025-11-23 0.187008 0.274157 0.429089 0.776299 1.789487 7.019293 23447.901105
2025-11-30 0.180077 0.265685 0.419661 0.771280 1.835355 7.896602 NaN
2025-12-07 0.172600 0.255830 0.406801 0.756348 1.843290 8.533261 NaN
2025-12-14 0.166703 0.248450 0.398237 0.750869 1.884600 9.596859 NaN
2025-12-21 0.160034 0.239356 0.385654 0.733831 1.878251 10.224404 NaN
2025-12-28 0.159998 0.242152 0.397046 0.779596 2.138480 15.111506 NaN
2026-01-04 0.162349 0.249428 0.418303 0.856196 2.588378 28.763231 NaN